Extrapolation for past time series data

Being a research scholar, i want to apply extrapolation method in estimating past regressive time series data with equal time frequency. Any help in applying the concerned formula in the same?


Fortran must die
What do you mean by extrapolation methods. I use ARIMA and forms of exponential smoothing and can help with that. The use of true regression to do time series is fraught with problems, many of the simple approaches of the past are now frowned on. Unfortunately the new solutions such as VAR or ARDL or multivariate ARIMA are very complex and time consuming.